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Seminar of Control System Department
February 5, 2015 12:00, Ekaterinburg, ul. S Kovalevskoi, 16, room 322


Subdifferential of the value function for infinite horizon control problem

D. V. Khlopin

Abstract: The talk is concerned with the control problem with a Lipschitz continuous value function. The link between the dubdifferential of the value function, adjoint variable and Kryazhimskii-Aseev formula is discussed. Additionally, the existence theorem for those problems proved by J.Baumeister, A.Leitao, G.Silva is presented.


© Steklov Math. Inst. of RAS, 2024